Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.480384 0.537224 0.601532 0.680419 0.775624 0.888191 1.033487
2025-08-31 0.429402 0.504312 0.595743 0.718063 0.881527 1.098966 1.422442
2025-09-07 0.379342 0.460377 0.564561 0.712890 0.927021 1.240267 1.767953
2025-09-14 0.340055 0.422905 0.533699 0.699320 0.953971 1.358248 2.122220
2025-09-21 0.312338 0.396493 0.512866 0.694414 0.989979 1.497140 2.574481
2025-09-28 0.287156 0.370374 0.488513 0.679242 1.004789 1.602144 3.015582
2025-10-05 0.280443 0.369238 0.499703 0.720224 1.122096 1.934910 4.214094
2025-10-12 0.280399 0.377430 0.525428 0.788794 1.306884 2.489578 6.695510
2025-10-19 0.263681 0.358840 0.506731 0.776950 1.330543 2.682992 8.266147
2025-10-26 0.251466 0.346100 0.496061 0.777797 1.380833 2.970893 10.867320
2025-11-02 0.235931 0.326977 0.473000 0.752160 1.366672 3.071123 12.754598
2025-11-09 0.218424 0.303666 0.441131 0.706042 1.296818 2.975219 13.177790
2025-11-16 0.206439 0.289241 0.424591 0.690688 1.303968 3.158176 16.772400
2025-11-23 0.204171 0.290338 0.434918 0.730512 1.458545 3.972074 34.042945
2025-11-30 0.195482 0.280220 0.424439 0.725774 1.496657 4.381609 54.894268
2025-12-07 0.186357 0.268790 0.410635 0.712080 1.506905 4.687466 87.225611
2025-12-14 0.179180 0.260212 0.401368 0.707144 1.541877 5.161265 180.341760
2025-12-21 0.171259 0.249910 0.388110 0.691603 1.541263 5.455872 375.140235
2025-12-28 0.170839 0.252482 0.399278 0.733729 1.737730 7.274530 NaN
2026-01-04 0.173142 0.259944 0.420579 0.804263 2.069414 11.257980 NaN
2026-01-11 0.166742 0.251443 0.409469 0.792079 2.089435 12.410456 NaN
2026-01-18 0.162043 0.245775 0.403676 0.792952 2.163838 14.602706 NaN
2026-01-25 0.155121 0.235724 0.388263 0.766580 2.115975 14.944184 NaN